Application of nonlinear filtering to credit risk
Vivek S. Borkar; Mrinal K. Ghosh; G. Rangarajan
| Year of publication: |
2010
|
|---|---|
| Authors: | Borkar, Vivek S. ; Ghosh, Mrinal K. ; Rangarajan, Govindan |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 38.2010, 6, p. 527-532
|
| Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008737061